+84.6%
MRK vs ALL
+42.7%
+41.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.9% | +1.0% | +3.4% |
| 7D | +6.7% | +7.5% | -0.8% | +5.5% |
| 30D | +7.8% | +19.7% | -12.0% | +4.8% |
| 3M | +18.2% | +2.9% | +15.3% | +17.8% |
| 6M | +34.7% | +23.5% | +11.1% | +28.0% |
| YTD | +45.8% | +31.1% | +14.7% | +36.0% |
| 1Y | +84.6% | +40.5% | +44.1% | +65.9% |
| All | +84.6% | +42.7% | +41.9% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling